PortfoliosLab logoPortfoliosLab logo
Issuer
Innovator
Inception Date
Sep 30, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

APOC Performance Chart

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) is up 0.1% since the beginning of the year. APOC is currently trading at $26 per share.


Loading charts...

S&P 500 Index

Returns By Period

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) has returned 0.12% so far this year and 3.12% over the past 12 months.


Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct

1D
0.02%
1M
0.23%
YTD
0.12%
6M
0.15%
1Y
3.12%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APOC Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2024, APOC's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 81% of months were positive and 19% were negative. The best month was Apr 2026 with a return of +2.2%, while the worst month was Mar 2026 at -3.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, APOC closed higher 58% of trading days. The best single day was Apr 1, 2026 with a return of +1.2%, while the worst single day was Mar 31, 2026 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%-0.04%-3.07%2.15%0.48%0.08%0.12%
20250.85%0.04%-2.38%0.22%0.86%0.67%0.60%0.56%0.40%0.41%0.28%0.40%2.90%
20240.00%1.11%-0.10%1.01%

Benchmark Metrics

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct has an annualized alpha of 0.40%, beta of 0.12, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since October 01, 2024.

  • This ETF participated in 28.17% of S&P 500 Index downside but only 16.32% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.45 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.40%
Beta
0.12
0.45
Upside Capture
16.32%
Downside Capture
28.17%

Expense Ratio

APOC has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

APOC ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


APOC Risk / Return Rank: 3333
Overall Rank
APOC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
APOC Sortino Ratio Rank: 3434
Sortino Ratio Rank
APOC Omega Ratio Rank: 4545
Omega Ratio Rank
APOC Calmar Ratio Rank: 2121
Calmar Ratio Rank
APOC Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


APOCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

0.92

2.78

-1.86

Martin ratioReturn relative to average drawdown

3.92

12.44

-8.52

Dividends

Dividend History


Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct was 4.17%, occurring on Apr 4, 2025. Recovery took 113 trading sessions.

The current Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct drawdown is 0.78%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-4.17%Apr 2025
1mo 13d5mo 16d
6mo 29dFeb 2025 - Sep 2025
2026 pullback2026
-3.40%Mar 2026
1mo 3d
3mo 27dFeb 2026 - now
2026 pullback2026
-0.68%Feb 2026
6d20d
26dJan 2026 - Feb 2026
2025 pullback2025
-0.66%Jan 2025
17d8d
25dDec 2024 - Jan 2025
2025 pullback2025
-0.61%Nov 2025
16d6d
22dNov 2025 - Nov 2025

Drawdown Indicators


APOCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

-56.78%

+52.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-9.10%

+5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.78%

-1.80%

+1.02%

Average Drawdown

Average peak-to-trough decline

-0.84%

-10.71%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.03%

-1.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with APOC

Add Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with APOC